+102.2%
DG vs CG
+324.5%
-222.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -2.1% |
| 7D | -4.8% | -6.4% | +1.6% | -4.0% |
| 30D | +1.8% | -7.1% | +8.8% | +2.6% |
| 3M | +14.5% | -1.6% | +16.1% | +14.4% |
| 6M | -13.6% | -8.3% | -5.2% | -12.8% |
| YTD | -4.8% | -23.8% | +19.0% | -2.1% |
| 1Y | +21.6% | -28.7% | +50.3% | +25.9% |
| 3Y | +4.5% | +49.2% | -44.7% | -4.4% |
| 5Y | -38.5% | +5.5% | -44.0% | -42.2% |
| 10Y | +102.2% | +331.2% | -229.0% | +47.5% |
| All | +102.2% | +324.5% | -222.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling